Exponential Stability of Numerical Solutions to Stochastic Investment System

Abstract:

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The investment model of stochastic neutral technical progress is given in this paper. The main purpose of this paper is to consider the exponential stability of the Euler-Maruyama scheme for a class of stochastic investment system. The de¯nition of exponential of numerical methods is established. The conditions under which the method is exponentially stable in mean square determined.

Info:

Periodical:

Advanced Materials Research (Volumes 143-144)

Edited by:

H. Wang, B.J. Zhang, X.Z. Liu, D.Z. Luo, S.B. Zhong

Pages:

910-914

DOI:

10.4028/www.scientific.net/AMR.143-144.910

Citation:

Z. P. Wang "Exponential Stability of Numerical Solutions to Stochastic Investment System", Advanced Materials Research, Vols. 143-144, pp. 910-914, 2011

Online since:

October 2010

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$35.00

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